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Testing the interpretation of indices in a macroeconomic index model
Watson, Mark W., (1982)
Nonlinear three stage least squares pooling of cross dection and average time series data
Jorgenson, Dale W., (1982)
The asymptotic power of Cox's test of separate parametric families
Pesaran, Hashem, (1982)
Antithetic variates to estimate the simulation bias in non-linear models
Calzolari, Giorgio, (1979)
Asymptotic distribution of power spectra and peak frequencies in the stochastic response of econometric models
Calzolari, Giorgio, (1983)
A note on the variance of ex-post forecasts in econometric models
Calzolari, Giorgio, (1981)